Results 41 to 50 of about 2,307 (91)
Weak infinitesimal generator for a stochastic partial differential equation with time delay
International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 115-138, 1995., 1995 In this paper, we consider the Markov solution process for a stochastic parabolic differential equation with time delay. Under the Lipschitz condition and boundedness on the drift and diffusion coefficient, properties of the weak infinitesimal generator of the associated Markov operators are established.
Mou-Hsiung Chang
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HIGH ORDER PARACONTROLLED CALCULUS
Forum of Mathematics, Sigma, 2019 We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm a whole class of singular partial differential equations with the same efficiency as regularity structures.
ISMAËL BAILLEUL, FRÉDÉRIC BERNICOT
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On a Stochastic Partial Differential Equation with a Noisy Term [PDF]
, 2004 2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on a one-dimensional Burgers-type stochastic differential equation involving fractional power of the Laplacian in its linear part, perturbed by a white noise
Kolkovska, Ekaterina T.
core
BSDE associated with Lévy processes and application to PDIE
, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 1-17, 2003.
K. Bahlali, M. Eddahbi, E. Essaky
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Bound and periodic solutions of the Riccati equation in Banach space
International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 195-200, 1995., 1995 An abstract, nonlinear, differential equation in Banach space is considered. Conditions are presented for the existence of bounded solutions of this equation with a bounded right side, and also for the existence of stationary (periodic) solutions of this equation with a stationary (periodic) process in the right side.
A. Ya. Dorogovtsev, T. A. Petrova
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Forum of Mathematics, Pi, 2019 In last passage percolation models lying in the Kardar–Parisi–Zhang (KPZ) universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations.
ALAN HAMMOND
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Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE [PDF]
, 2013 2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.We obtain upper and lower bounds for the explosion time of a semi-linear heat equation on a bounded $d$-dimensional domain, perturbed by white noise. The bounds we get are expressed in terms of
Kolkovska, E. T., López-Mimbela, J. A.
core
An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations
, 2009 We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.Comment: Submitted for the proceedings of the conference "Stochastic partial differential ...
Romito, Marco
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International Journal of Stochastic Analysis, Volume 7, Issue 1, Page 25-31, 1994., 1994 Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov′s equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.
O. V. Borisenko +2 more
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Generalized functionals of Brownian motion
International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 247-267, 1994., 1993 In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener‐Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida.
N. U. Ahmed
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